I did one of these about two years ago, but it escapes me and is outdated : / All of the need for speeds except 5 (which sucks anyway) do. You can get a prog that puts counterstrike in two windows, but thats really hard to get controls to work on and looks bad unless you have like a 29" moniter and an Athlon 5000. Worms series, isn't split screen but just as effectivly multi-player and very fun. The Descent Series I think... not sure on that one, but I remember playing it with two people it seems like on one screen. The very fun (and 1337) lego racers, and lego racers 2. Some Flight Simulator plugins do 2 player, and MS may have some built in but I've never messed with it. Powerslide. Wacky Wheels. Thats all I can pull off the top of my head, aside from more single screen two player games, like almost any board/card/dice type of games. I'm sure that there are tons more, specially racing games.
To bad though... split screen was going out of fassion even when 28.8 was the fast connection. Its just better to play across a network.